I am new to manual settings. I use an Olympus C50. I can use auto, Aperture Priority, Shutter Priority, full manual or program (night, sports, etc.) For dim subways what is a good aperture or shutter speed to get such photos.

That would depend on the amount of available light and the speed of your film. You might want to keep the aperature as wide as possible so that you can use a faster shutter speed to avoid blur but there's no right and wrong, many shots benefit from blur to show motion. Nothing beats experimenting for yourself and finding what appeals to your eye.

I guess that you can use the the aperature priority setting and choose the widest aperature so that the camera will always use the fastest shutter speed possible but we're out of my realm of experience.

I use a digital camera- an Olympus C-50. I have no adjustment for "film speed" :-)

Not entirely true. The C50 has a variable ISO from 80 to 320 This can be set to change automatically or you can manually set the ISO.

Even though this site specializes in analog photography and we tend to not discuss our digital toys based on my own experience I would stick with manually selecting your ISO speeds. Lower speed = less grain. But for lower light situations you end up using higher ISOs and sacrificing quality in order to get the shot at all.